No, you don't have to leave a comment for every album you download. Of course, comments are appreciated, as they give us encouragement, but it's quite understandable that nobody has something to say about everything. I don't leave as much comments on other blogs as I probably should myself.
What you can do however is rate each entry that you download. Each entry page has a little drop-down list with a rating from 1 to 5. It takes two seconds to select a rating, and it gives us invaluable feedback. In the end this is just as much in your interest as in ours; highly rated entries will prompt us to post more of the same.